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We extend temporal-difference (TD) learning in order to obtain risk-sensitive, model-free reinforcement learning algorithms. This extension can be regarded as modification of the Rescorla-Wagner rule, where the (sigmoidal) stimulus is taken…

Machine Learning · Computer Science 2021-11-05 Grégoire Delétang , Jordi Grau-Moya , Markus Kunesch , Tim Genewein , Rob Brekelmans , Shane Legg , Pedro A. Ortega

A central problem in online learning and decision making -- from bandits to reinforcement learning -- is to understand what modeling assumptions lead to sample-efficient learning guarantees. We consider a general adversarial decision making…

Machine Learning · Computer Science 2022-06-28 Dylan J. Foster , Alexander Rakhlin , Ayush Sekhari , Karthik Sridharan

We introduce a novel approach to large language model (LLM) distillation by formulating it as a constrained reinforcement learning problem. While recent work has begun exploring the integration of task-specific rewards into distillation…

Machine Learning · Computer Science 2025-09-30 Matthieu Zimmer , Xiaotong Ji , Tu Nguyen , Haitham Bou Ammar

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…

Machine Learning · Computer Science 2026-04-16 Tomáš Kocák , Gergely Neu , Michal Valko

We study a distributed stochastic multi-armed bandit where a client supplies the learner with communication-constrained feedback based on the rewards for the corresponding arm pulls. In our setup, the client must encode the rewards such…

Machine Learning · Computer Science 2023-06-07 Prathamesh Mayekar , Jonathan Scarlett , Vincent Y. F. Tan

We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…

Optimization and Control · Mathematics 2023-11-01 Boxiao Chen , Jiashuo Jiang , Jiawei Zhang , Zhengyuan Zhou

The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…

Machine Learning · Computer Science 2026-02-23 Daqian Shao

Inverse reinforcement learning (IRL) denotes a powerful family of algorithms for recovering a reward function justifying the behavior demonstrated by an expert agent. A well-known limitation of IRL is the ambiguity in the choice of the…

Machine Learning · Computer Science 2023-04-26 Alberto Maria Metelli , Filippo Lazzati , Marcello Restelli

We revisit the problem of private online learning, in which a learner receives a sequence of $T$ data points and has to respond at each time-step a hypothesis. It is required that the entire stream of output hypotheses should satisfy…

Machine Learning · Computer Science 2025-11-11 Bo Li , Wei Wang , Peng Ye

Linear bandits have a wide variety of applications including recommendation systems yet they make one strong assumption: the algorithms must know an upper bound $S$ on the norm of the unknown parameter $\theta^*$ that governs the reward…

Machine Learning · Statistics 2022-05-04 Spencer , Gales , Sunder Sethuraman , Kwang-Sung Jun

We determine sharp bounds on the price of bandit feedback for several variants of the mistake-bound model. The first part of the paper presents bounds on the $r$-input weak reinforcement model and the $r$-input delayed, ambiguous…

Machine Learning · Computer Science 2022-09-07 Raymond Feng , Jesse Geneson , Andrew Lee , Espen Slettnes

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…

Machine Learning · Computer Science 2020-02-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

Temporal Difference learning or TD($\lambda$) is a fundamental algorithm in the field of reinforcement learning. However, setting TD's $\lambda$ parameter, which controls the timescale of TD updates, is generally left up to the…

Machine Learning · Computer Science 2017-01-02 Timothy A. Mann , Hugo Penedones , Shie Mannor , Todd Hester

Model-free continuous control for robot navigation tasks using Deep Reinforcement Learning (DRL) that relies on noisy policies for exploration is sensitive to the density of rewards. In practice, robots are usually deployed in cluttered…

Robotics · Computer Science 2023-02-24 Mingyu Cai , Erfan Aasi , Calin Belta , Cristian-Ioan Vasile

This paper studies classification with an abstention option in the online setting. In this setting, examples arrive sequentially, the learner is given a hypothesis class $\mathcal H$, and the goal of the learner is to either predict a label…

Machine Learning · Computer Science 2016-09-29 Chicheng Zhang , Kamalika Chaudhuri

Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…

Artificial Intelligence · Computer Science 2024-12-02 Xiaoshan Lin , Sadık Bera Yüksel , Yasin Yazıcıoğlu , Derya Aksaray

Offline Reinforcement learning is commonly used for sequential decision-making in domains such as healthcare and education, where the rewards are known and the transition dynamics $T$ must be estimated on the basis of batch data. A key…

Machine Learning · Computer Science 2023-08-10 Leo Benac , Sonali Parbhoo , Finale Doshi-Velez

In real world settings, numerous constraints are present which are hard to specify mathematically. However, for the real world deployment of reinforcement learning (RL), it is critical that RL agents are aware of these constraints, so that…

Machine Learning · Computer Science 2021-05-24 Usman Anwar , Shehryar Malik , Alireza Aghasi , Ali Ahmed

Large Language Models (LLMs) often produce hallucinated or unverifiable content, undermining their reliability in factual domains. This work investigates Reinforcement Learning with Verifiable Rewards (RLVR) as a training paradigm that…